Realization and identification algorithm for stochastic LPV state-space models with exogenous inputs <ce:cross-ref refid='fn1'> <ce:sup loc='post'>?</ce:sup> </ce:cross-ref>

Manas Mejari; Mihály Petreczky

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Realization and identification algorithm for stochastic LPV state-space models with exogenous inputs ?

机译：具有外部输入的随机LPV状态空间模型的实现和识别算法？

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In this paper, we present a realization and an identification algorithm for stochasticLinear Parameter-Varying State-Space Affine(LPV-SSA) representations. The proposed realization algorithm combines the deterministic LPV input output to LPV state-space realization scheme based on correlation analysis with a stochastic covariance realization algorithm. Based on this realization algorithm, a computationally efficient and statistically consistent identification algorithm is proposed to estimate the LPV model matrices, which are computed from the empirical covariance matrices of outputs, inputs and scheduling signal observations. The effectiveness of the proposed algorithm is shown via a numerical case study.

机译：在本文中，我们提出了一种随机线性参数变化状态空间仿射（LPV-SSA）表示的实现和一种识别算法。提出的实现算法将确定性的LPV输入输出与基于相关性分析的LPV状态空间实现方案结合了随机协方差实现算法。基于该实现算法，提出了一种计算效率高且统计一致性的识别算法，用于估计LPV模型矩阵，该矩阵是根据输出，输入和调度信号观测值的经验协方差矩阵计算得出的。数值算例表明了该算法的有效性。

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《IFAC PapersOnLine》 |2019年第28期|共7页
作者
Manas Mejari; Mihály Petreczky;
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中图分类自动化技术、计算机技术;
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1. Realization and identification algorithm for stochastic LPV state-space models with exogenous inputs ? [J] . Manas Mejari, Mihály Petreczky IFAC PapersOnLine . 2019,第28期

机译：具有外部输入的随机LPV状态空间模型的实现和识别算法？
2. On LPV System Identification Algorithms for Input-Output Model Structures and their Relation to LTI System Identification ? [J] . Erik Schulz, Oliver Janda, Matthias Schultalbers IFAC PapersOnLine . 2018,第15期

机译：输入输出模型结构的LPV系统识别算法及其与LTI系统识别的关系？
3. An integral architecture for identification of continuous-time state-space LPV models ? [J] . Manas Mejari, Bojan Mavkov, Marco Forgione, IFAC PapersOnLine . 2021,第8期

机译：用于识别连续时间状态空间LPV型号的积分架构？
4. Realization and identification algorithm for stochastic LPV state-space models with exogenous inputs [C] . Manas Mejari, Mihaly Petreczky IFAC Workshop on Linear Parameter Varying Systems . 2020

机译：外源投入随机LPV状态模型的实现与识别算法
5. Experimental modal analysis of star-spar buoy using eigensystem realization algorithm and stochastic subspace identification methods. [D] . Zhang, Pengyu. 2012

机译：基于特征系统实现算法和随机子空间识别方法的星－梁浮标实验模态分析。
6. Particle MCMC algorithms and architectures for accelerating inference in state-space models [O] . Grigorios Mingas, Leonardo Bottolo, Christos-Savvas Bouganis -1

机译：用于加速状态空间模型中推理的粒子MCMC算法和体系结构
7. State-Space realization of LPV Input-Output models: practical methods for the user [O] . H Abbas, R Toth, H Werner 2010

机译：LPV输入输出模型的状态空间实现：用户的实用方法

Realization and identification algorithm for stochastic LPV state-space models with exogenous inputs ?

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